数学科学研究所
Insitute of Mathematical Science

Seminar: Speeding up Langevin Dynamics by Mixing

Seminar| Institute of Mathematical Sciences

Time: ThursdayDecember 7th, 2023 , 14:30-15:30

Location:IMS, RS408
Speaker: Yuanyuan Feng, East China Normal University
 

AbstractIn this talk, we would study how stirring would help dissipate the energy and the applications, especially the application to the Langevin dynamics. We would first introduce the dissipation enhancing flows and study the dissipation time of such flows, where the dissipation time is explicitly computed based on the mixing rate. We then use mixing velocity field as a drift added to the Langevin dynamics (without changing the stationary distribution) and obtain quantitative estimates on the convergence rate of the system. We show that an exponentially mixing drift can be rescaled to make the mixing time of the Langevin system arbitrarily small.




地址:上海市浦东新区华夏中路393号
邮编:201210
上海市徐汇区岳阳路319号8号楼
200031(岳阳路校区)